S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:1.73% (-26.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.6691 | 54.41 | |
| 0.0412 | 51.25 | |
| 0.4273 | 38.39 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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